Probability, Computing and Simulation in Statistics

Instructor: Charlotte Wickham wickhamc@oregonstate.edu

Office Hours:

• Tuesday 11:00-11:50 Weniger 255 (Charlotte)
• Wednesday 3:00-3:50pm Weniger 205 (Sam)
• Thursday 11:00-11:50 Weniger 255 (Charlotte)

Quick Navigation

• Syllabus (PDF): Full details on the structure of the class
• canvas: Submit homeworks and see grades
• Class workspace on RStudio Cloud: Work in RStudio online
• Discussion repo: Open issues here to ask questions

Learning Materials

Week 0

• Sep 20 Introduction Pre-lecture reading
• Sep 21 Lab 01

Week 1

• Sep 25 Random Numbers (Rmd) Pre-lecture reading
• Sep 27 Simulation (Rmd)
• Sep 28 Lab 02 (Rmd)

Week 2

• Oct 2 Functions (Rmd) Pre-lecture reading
• Oct 4 Variance Reduction (Rmd)
• Oct 5 Lab 03 (Rmd)

Week 3

• Oct 09 More complicated simulations (Rmd) Pre-lecture reading
• Oct 11 Project Organization (Rmd)
• Oct 12 Lab 04 (Rmd)

Week 4

• Oct 16 [Finish last Thursday’s slides]
• Oct 18 Bootstrap (Rmd) Pre-lecture reading
• Oct 19 Lab 05 (Rmd)

Week 5

• Oct 23 Bootstrap II (Rmd)
• Oct 25 Optimization (Rmd)
• Oct 26 Lab 06 (Rmd)

Week 6

• Oct 30 Optimization II (Rmd)
• Nov 1 Efficiency (Rmd)
• Nov 2 Lab 07 (Rmd)

Week 7

• Nov 6 C++ and parallelization (Rmd)
• Nov 8 Object Oriented programming in R (Rmd)
• Nov 9 Lab 08 (Rmd)

Week 8

• Nov 13 Functional programming in R (Rmd)
• Nov 15 Documentation and testing in R (Rmd)
• Nov 16 Lab 09 (Rmd)

Week 9

• Nov 20 Communication
• Nov 22 Thanksgiving - no class

Week 10

• Nov 26 Project Presentations
• Nov 29 Project Presentations

Credits

A big thanks to the STAT 545 teaching team for inspiring the organization of the class website and github repo.